Valery A. Kholodnyi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The Milgromian acceleration of MOND and the cosmological constant from precanonical quantum gravity2024-09-27Paper
scientific article; zbMATH DE number 5911824 (Why is no real title available?)2011-06-23Paper
scientific article; zbMATH DE number 5837247 (Why is no real title available?)2011-01-15Paper
Numerical investigation of the implied volatility for European call and put options on forwards on power with spikes in the framework of the non-Markovian approach2011-01-15Paper
The non-Markovian approach to the valuation and hedging of European contingent claims on power with scaling spikes
Nonlinear Analysis. Hybrid Systems
2009-03-04Paper
Modeling power forward prices for power with spikes: a non-Markovian approach
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2009-02-04Paper
Universal contingent claims and valuation multiplicative measures with examples and applications
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2008-09-10Paper
scientific article; zbMATH DE number 5213921 (Why is no real title available?)2007-11-22Paper
Universal contingent claims in a general market environment and multiplicative measures: examples and applications
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2005-11-16Paper
scientific article; zbMATH DE number 2163434 (Why is no real title available?)2005-04-29Paper
Valuation and dynamic replication of contingent claims in a general market environment based on the beliefs-preferences gauge symmetry
Russian Journal of Mathematical Physics
2005-02-08Paper
Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach
Journal of Engineering Mathematics
2005-01-14Paper
Foreign exchange option symmetry and a coordinate-free description of a multiple currency market in terms of differential geometry on graphs.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2004-08-26Paper
scientific article; zbMATH DE number 1990611 (Why is no real title available?)2003-10-13Paper
A nonlinear partial differential equation for american options in the entire domain of the state variable
Nonlinear Analysis: Theory, Methods & Applications
1999-04-20Paper
scientific article; zbMATH DE number 1240226 (Why is no real title available?)1999-01-17Paper
scientific article; zbMATH DE number 1218263 (Why is no real title available?)1998-11-03Paper
Reduction of an infinite system of integrodifferential equations for electric currents on a lattice of closed curves to a finite system of independent pseudodifferential equations on a circle
Journal of Integral Equations and Applications
1996-11-26Paper
Reduction of an infinite system of integral equations of potential type on a one-dimensional lattice of closed curves in the plane to a finite system of independent pseudodifferential equations on a circle
Journal of Integral Equations and Applications
1995-11-26Paper
On transformations preserving the basis conditions of a spin structure group in four-dimensional superstring theory in free fermionic formulation
Journal of Mathematical Physics
1995-04-05Paper


Research outcomes over time


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